It is clear that the Jews in the concentration camps initially at least cling to their faith as a support and a comfort in their severe plight. Whilst they are obviously unable to observe their religion in the same way, we are told that they do what they are able to continue their religious practices. For example, in the first few days of their time in Aushwitz, we are told:
Evenings, as we lay on our cots, we sometimes tried to sing a few Hasidic melodies. Akiba Drumer would break out hearts with his deep grave, voice.
Elie goes on to comment that the men would talk about God and what he is doing in and through the concentration camps.
One of the most poignant of these moments, however, is when the Jewish inmates are allowed to celebrate the end of the Jewish year - the festival of Rosh Hashanah. We are told tha the inmates had been allowed to gather together, and that many came. This triggers off a huge crisis of doubt in Elie as he finds it hard to join in the prayer. Likewise, the next day, the day of Yom Kippur, Elie chooses not to fast as a symbol of his increasing disenchantment with his faith.
Therefore the Jews did what they could to continue observing their faith, either officially with the permission of the camp authorities, or unofficially, as and when they could.